<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html><head><title>R: Value at Risk estimation</title>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"><link rel="stylesheet" type="text/css" href="../../R.css">
</head><body>
<h1>Value at Risk estimation <img class="toplogo" src="../../../doc/html/logo.jpg" alt="[R logo]"></h1>

<hr>

<div align="center">
<a href="../../../doc/html/packages.html"><img src="../../../doc/html/left.jpg"
alt="[Package List]" width="30" height="30" border="0"></a>
<a href="../../../doc/html/index.html"><img src="../../../doc/html/up.jpg"
alt="[Top]" width="30" height="30" border="0"></a>
</div>

<h2>Documentation for package &lsquo;VaR&rsquo; version 0.2</h2>

<h2>Help Pages</h2>


<table width="100%">
<tr><td width="25%"><a href="DJIA.html">DJIA</a></td>
<td>Daily Closing Prices of Stocks in The Dow Jones 30 Industrial Index</td></tr>
<tr><td width="25%"><a href="exchange.rates.html">exchange.rates</a></td>
<td>EUR/USD, USD/JPY, USD/CHF and GPD/USD Exchange Rates</td></tr>
<tr><td width="25%"><a href="VaR.backtest.html">VaR.backtest</a></td>
<td>Backtest of VaR Estimation</td></tr>
<tr><td width="25%"><a href="VaR.gpd.html">VaR.gpd</a></td>
<td>Value at Risk Calculation from Log-Likelihood Fit of General Pareto Distribution (GPD)</td></tr>
<tr><td width="25%"><a href="VaR.gpd.plots.html">VaR.gpd.plots</a></td>
<td>Diagnostic Plots for VaR Calculation from GPD Approximation</td></tr>
<tr><td width="25%"><a href="VaR.norm.html">VaR.norm</a></td>
<td>Value at Risk Calculation in Lognormal Approximation</td></tr>
<tr><td width="25%"><a href="VaR.norm.plots.html">VaR.norm.plots</a></td>
<td>Diagnostic Plots for VaR Calculation in Lognormal Approximation</td></tr>
</table>
</body></html>
